CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2169 |
1.2184 |
0.0015 |
0.1% |
1.2242 |
| High |
1.2203 |
1.2185 |
-0.0018 |
-0.1% |
1.2290 |
| Low |
1.2145 |
1.2116 |
-0.0029 |
-0.2% |
1.2186 |
| Close |
1.2172 |
1.2118 |
-0.0054 |
-0.4% |
1.2196 |
| Range |
0.0058 |
0.0069 |
0.0011 |
19.0% |
0.0104 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
278 |
459 |
181 |
65.1% |
868 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2347 |
1.2301 |
1.2156 |
|
| R3 |
1.2278 |
1.2232 |
1.2137 |
|
| R2 |
1.2209 |
1.2209 |
1.2131 |
|
| R1 |
1.2163 |
1.2163 |
1.2124 |
1.2152 |
| PP |
1.2140 |
1.2140 |
1.2140 |
1.2134 |
| S1 |
1.2094 |
1.2094 |
1.2112 |
1.2083 |
| S2 |
1.2071 |
1.2071 |
1.2105 |
|
| S3 |
1.2002 |
1.2025 |
1.2099 |
|
| S4 |
1.1933 |
1.1956 |
1.2080 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2536 |
1.2470 |
1.2253 |
|
| R3 |
1.2432 |
1.2366 |
1.2225 |
|
| R2 |
1.2328 |
1.2328 |
1.2215 |
|
| R1 |
1.2262 |
1.2262 |
1.2206 |
1.2243 |
| PP |
1.2224 |
1.2224 |
1.2224 |
1.2215 |
| S1 |
1.2158 |
1.2158 |
1.2186 |
1.2139 |
| S2 |
1.2120 |
1.2120 |
1.2177 |
|
| S3 |
1.2016 |
1.2054 |
1.2167 |
|
| S4 |
1.1912 |
1.1950 |
1.2139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2236 |
1.2116 |
0.0120 |
1.0% |
0.0057 |
0.5% |
2% |
False |
True |
203 |
| 10 |
1.2531 |
1.2116 |
0.0415 |
3.4% |
0.0075 |
0.6% |
0% |
False |
True |
365 |
| 20 |
1.2582 |
1.2116 |
0.0466 |
3.8% |
0.0092 |
0.8% |
0% |
False |
True |
304 |
| 40 |
1.2610 |
1.2116 |
0.0494 |
4.1% |
0.0088 |
0.7% |
0% |
False |
True |
195 |
| 60 |
1.2865 |
1.2116 |
0.0749 |
6.2% |
0.0086 |
0.7% |
0% |
False |
True |
148 |
| 80 |
1.3029 |
1.2116 |
0.0913 |
7.5% |
0.0082 |
0.7% |
0% |
False |
True |
121 |
| 100 |
1.3430 |
1.2116 |
0.1314 |
10.8% |
0.0071 |
0.6% |
0% |
False |
True |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2478 |
|
2.618 |
1.2366 |
|
1.618 |
1.2297 |
|
1.000 |
1.2254 |
|
0.618 |
1.2228 |
|
HIGH |
1.2185 |
|
0.618 |
1.2159 |
|
0.500 |
1.2151 |
|
0.382 |
1.2142 |
|
LOW |
1.2116 |
|
0.618 |
1.2073 |
|
1.000 |
1.2047 |
|
1.618 |
1.2004 |
|
2.618 |
1.1935 |
|
4.250 |
1.1823 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2151 |
1.2175 |
| PP |
1.2140 |
1.2156 |
| S1 |
1.2129 |
1.2137 |
|